The following pages link to Huifu Xu (Q170720):
Displaying 38 items.
- $\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function (Q3427526) (← links)
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
- SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS (Q3560111) (← links)
- (Q4018587) (← links)
- (Q4324539) (← links)
- Point-Based Set-Valued Approximations, C -Differential Operators and Applications (Q4430665) (← links)
- (Q4452971) (← links)
- (Q4453964) (← links)
- Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints (Q4594832) (← links)
- Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets (Q4785679) (← links)
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem (Q4974264) (← links)
- Quantitative Stability Analysis of Stochastic Generalized Equations (Q4979876) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
- Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520) (← links)
- Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
- Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (Q5139835) (← links)
- Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces (Q5158766) (← links)
- Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
- Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints (Q5300540) (← links)
- Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints (Q5388053) (← links)
- (Q5440596) (← links)
- An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium (Q5466703) (← links)
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints (Q5470215) (← links)
- Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint (Q5737728) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes (Q5746734) (← links)
- A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints (Q5757355) (← links)
- (Q5885153) (← links)
- Level function method for quasiconvex programming. (Q5929422) (← links)
- Adaptive smoothing method, deterministically computable generalized Jacobians, and the Newton method (Q5942353) (← links)
- Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- Distributionally Preference Robust Optimization in Multi-Attribute Decision Making (Q6506039) (← links)
- Utility preference robust optimization with moment-type information structure (Q6655196) (← links)
- Statistical Robustness of Kernel Learning Estimator with Respect to Data Perturbation (Q6732739) (← links)
- Multistage Robust Average Randomized Spectral Risk Optimization (Q6742609) (← links)
